Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.567576 0.636470 0.713867 0.807955 0.920189 1.050989 1.216765
2024-12-08 00:00:00+00:00 0.469836 0.551265 0.648889 0.776465 0.941723 1.152871 1.450469
2024-12-15 00:00:00+00:00 0.423936 0.515946 0.632314 0.794067 1.019530 1.333355 1.824485
2024-12-22 00:00:00+00:00 0.395310 0.496502 0.630609 0.827698 1.121924 1.567245 2.343915
2024-12-29 00:00:00+00:00 0.366488 0.472239 0.617894 0.842291 1.198019 1.779160 2.904328
2025-01-05 00:00:00+00:00 0.341414 0.449634 0.603720 0.851196 1.265509 1.992950 3.555842
2025-01-12 00:00:00+00:00 0.316647 0.424505 0.582335 0.844853 1.305533 2.168160 4.212133
2025-01-19 00:00:00+00:00 0.288356 0.391444 0.545245 0.807588 1.284159 2.221035 4.619625
2025-01-26 00:00:00+00:00 0.274314 0.378225 0.537067 0.816832 1.348390 2.463542 5.645597
2025-02-02 00:00:00+00:00 0.262324 0.366951 0.530557 0.827618 1.417188 2.737373 6.964315
2025-02-09 00:00:00+00:00 0.248079 0.350949 0.514698 0.819307 1.445637 2.926753 8.177238
2025-02-16 00:00:00+00:00 0.237767 0.340336 0.506689 0.824230 1.502701 3.207854 10.025017
2025-02-23 00:00:00+00:00 0.220543 0.317873 0.477487 0.786900 1.463602 3.230018 10.870764
2025-03-02 00:00:00+00:00 0.205657 0.298323 0.451859 0.753826 1.428996 3.257108 11.815848
2025-03-09 00:00:00+00:00 0.199675 0.293032 0.450648 0.769008 1.510917 3.666252 15.528405
2025-03-16 00:00:00+00:00 0.196460 0.292063 0.456894 0.800056 1.639114 4.292747 22.390852
2025-03-23 00:00:00+00:00 0.190968 0.286809 0.454833 0.813280 1.725107 4.826647 30.771906
2025-03-30 00:00:00+00:00 0.185214 0.280711 0.450658 0.821327 1.799438 5.366966 42.462235
2025-04-06 00:00:00+00:00 0.178150 0.271887 0.440627 0.815029 1.831891 5.757076 55.394823
2025-04-13 00:00:00+00:00 0.168169 0.257391 0.418771 0.779411 1.770871 5.692405 59.970988
2025-04-20 00:00:00+00:00 0.163936 0.252936 0.416081 0.788115 1.847082 6.345713 89.579534
2025-04-27 00:00:00+00:00 0.160126 0.249016 0.414126 0.798318 1.931204 7.119890 144.358753
2025-05-04 00:00:00+00:00 0.154665 0.241806 0.405114 0.790376 1.954496 7.580404 208.098580